参考文章连接文章连接：http://www.codeproject.com/cpp/Win32_MQ_MultiThreading.asp
下边的事例程序用到了线程，test继承自CThread，参考下面的链接：
http://blog.csdn.net/wei801004/archive/2006/05/18/744341.aspx
#define THRD_MESSAGE WM_USER + 2
DWORD WINAPI test::ThreadWorkItem(LPVOID lpParameter)
{
MSG msg;
while (true)
{
BOOL MsgReturn = ::PeekMessage(&msg, NULL, 0, 0,PM_REMOVE);//程序会立刻返回
//BOOL MsgReturn = ::GetMessage(&msg, NULL, 0, 0);//程序阻塞接受消息
if (MsgReturn)
{
switch ( msg.message )
{
case THRD_MESSAGE:
{
break;
}
default:
cout<<"Error!"<<endl;
break;
}
}
}
return 0;
}
int _tmain(int argc, _TCHAR* argv[])
{
test oTest;
oTest.Start();
PostThreadMessage (oTest.m_dwThreadID, THRD_MESSAGE, 0,0);
Sleep(100);
}